Randomly weighted sums and their maxima with heavy-tailed increments and dependence structure
type: Item
instance of: scholarly article
title: Randomly weighted sums and their maxima with heavy-tailed increments and dependence structure
zbMATH Open document ID: 1386.60166
DOI: 10.1080/03610926.2016.1248785
author: Yiyu Hu
author: Jijiao He
author: Shijie Wang
author: Xuejun Wang
publication date: 2017-12-06T00:00:00Z
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 6816093
zbMATH Keywords: asymptotics
zbMATH Keywords: dependence structure
zbMATH Keywords: dominated variation
zbMATH Keywords: randomly weighted sums
zbMATH Keywords: subexponential distribution
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610926.2016.1248785
OpenAlex ID: W2539119546
published in: Communications in Statistics: Theory and Methods
description: scientific article; zbMATH DE number 6816093